How does one achieve "tight thermal coupling", so the diodes track the transistor temperature?
You cannot achieve tight thermal coupling, unless the diode and the transistor
share the same silicon die, and the diode is interdigitated into the transistor's emitter stripes.
Even if on the same heatsink, with 10cm spacing (copper heatsink), the thermal tau is 96 seconds. With 1cm spacing on copper, the thermal tau is 0.96 seconds.
Note with 0.96 seconds delay, even the bass tones will not be tracked by the diode/transistor combo.
On the same silicon die, with 1cm spacing, the tau is 1.14 seconds; at 1mm spacing (0.04 inches), the tau is 11.4 milliSeconds, thus some of the bass tones are tracked. At 0.1mm (100 micron, or 4 mils or 0.004"),
the tau is 114 microseconds, thus tones up to 1KHz are well coupled.
By the way, no one is going to include a 1cm open region between the hot transistor and the diode; they will fill in that region with useful components.
However, I've seen large die with hundreds of microns of distance between the hot transistor and the sensor, with the design-team wondering why the overtemp protection does not protect. Simple: there is a big delay, and the hot device simply gets melted long before the shutoff can start.
One may ask a different question: what kind of coupling is needed? to track the realtime thermal transients during the music? or to track the longer term changes in the heatsink temperature, as the power amplifier heats up or the entire room changes temperature.